+924.0%
PCAR vs SPXU
-100.0%
+1,024.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.6% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | -6.2% | +0.8% | -7.1% | -5.9% |
| 3M | +5.9% | -4.7% | +10.6% | +5.1% |
| 6M | +0.4% | -29.6% | +30.0% | -9.5% |
| YTD | +14.8% | -29.9% | +44.7% | +3.8% |
| 1Y | +30.1% | -39.1% | +69.2% | +12.8% |
| 3Y | +66.7% | -80.0% | +146.7% | +7.3% |
| 5Y | +166.1% | -86.0% | +252.2% | +74.2% |
| 10Y | +353.7% | -99.5% | +453.2% | +9.5% |
| All | +924.0% | -100.0% | +1,024.0% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling